Simulation of stochastic differential equations connected with the 'disorder' Problem by means of analog computers

zbMath0207.46602MaRDI QIDQ2543271

M. L. Dashevskij, Robert Sh. Liptser

Publication date: 1966

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (1)

A survey of numerical methods for stochastic differential equations

This page was built for publication: Simulation of stochastic differential equations connected with the 'disorder' Problem by means of analog computers